-56.8%
TSLL vs FITB
+81.1%
-137.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.4% | +9.4% |
| 7D | -21.2% | -1.5% | -19.7% | -19.7% |
| 30D | -13.3% | +5.8% | -19.1% | -17.6% |
| 3M | +15.4% | -6.1% | +21.5% | +22.5% |
| 6M | -34.2% | +5.9% | -40.2% | -38.2% |
| YTD | -52.9% | +16.1% | -69.0% | -60.7% |
| 1Y | -54.3% | +28.8% | -83.2% | -66.0% |
| 3Y | -18.4% | +126.0% | -144.4% | -58.6% |
| All | -56.8% | +81.1% | -137.9% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling